JP Morgan Call 147.5 DRI 17.04.2025
/ DE000JT8NK58
JP Morgan Call 147.5 DRI 17.04.20.../ DE000JT8NK58 /
| 03/01/2025 08:49:29 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.96EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Darden Restaurants I... |
147.50 - |
17/04/2025 |
Call |
Master data
| WKN: |
JT8NK5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Darden Restaurants Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
147.50 - |
| Maturity: |
17/04/2025 |
| Issue date: |
20/08/2024 |
| Last trading day: |
03/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
3.09 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.26 |
| Parity: |
3.09 |
| Time value: |
1.01 |
| Break-even: |
188.50 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.09 |
| Spread %: |
2.24% |
| Delta: |
0.78 |
| Theta: |
-0.11 |
| Omega: |
3.37 |
| Rho: |
0.22 |
Quote data
| Open: |
3.96 |
| High: |
3.96 |
| Low: |
3.96 |
| Previous Close: |
3.96 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.46% |
| 3 Months |
|
|
+101.02% |
| YTD |
|
|
+0.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.08 |
3.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
03/01/2025 |
3.96 |
| Low (YTD): |
03/01/2025 |
3.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |